-48.9%
TOST vs MCO
+31.0%
-79.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | 0.0% |
| 7D | -5.9% | -7.3% | +1.5% | +1.7% |
| 30D | -8.4% | -1.7% | -6.7% | -7.0% |
| 3M | +31.4% | +3.9% | +27.5% | +25.4% |
| 6M | +10.5% | +3.8% | +6.7% | +5.7% |
| YTD | -10.1% | -7.9% | -2.2% | -3.3% |
| 1Y | -19.9% | -6.8% | -13.1% | -15.7% |
| 3Y | +53.3% | +40.9% | +12.3% | -3.4% |
| All | -48.9% | +31.0% | -79.9% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling